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RE: st: how to obtain standardized coefficients with xtabond2


From   Roy Wada <[email protected]>
To   <[email protected]>
Subject   RE: st: how to obtain standardized coefficients with xtabond2
Date   Thu, 9 Apr 2009 20:20:49 -0700

>> Would you please kindly let me know how to calculate beta coefficients
>> with xtabond2?

use http://www.stata-press.com/data/r7/abdata.dta
xtabond2 n l.n l(0/1).(w k) yr1980-yr1984, gmm(l.n w k) /*
      */ iv(yr1980-yr1984, passthru) noleveleq small
outreg2 using myfile, replace
outreg2 using myfile, stats(beta) noparen see
 
Basically, you multiply the estimated coefficient with
the ratio of the stn dev of an explanatory variable and that
of the dependent variable, or something like that.
 
Roy
 
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